-2.8%
XLC vs GAP
-8.8%
+5.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | -0.1% |
| 7D | -1.4% | -3.2% | +1.8% | -1.1% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | -0.3% | -0.5% | +0.1% | -0.6% |
| 6M | -5.2% | -5.0% | -0.2% | -5.3% |
| YTD | -5.3% | -14.7% | +9.4% | -4.8% |
| 1Y | -2.8% | -8.6% | +5.8% | -4.9% |
| All | -2.8% | -8.8% | +5.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling